+453.1%
HST vs EXEL
+273.2%
+179.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.0% | +8.4% | -9.4% | -2.5% |
| 30D | -12.3% | +4.1% | -16.3% | -12.9% |
| 3M | -6.4% | +12.4% | -18.8% | -8.5% |
| 6M | +15.0% | +41.5% | -26.5% | +7.4% |
| YTD | +30.5% | +34.6% | -4.1% | +22.7% |
| 1Y | +35.7% | +57.9% | -22.2% | +23.3% |
| 3Y | +68.4% | +159.5% | -91.1% | +36.2% |
| 5Y | +73.1% | +198.5% | -125.4% | +34.8% |
| 10Y | +92.7% | +411.4% | -318.6% | +21.4% |
| All | +453.1% | +273.2% | +179.9% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling